OUR SOLUTION
Default risk, scored and explained
The tool combines each loan’s file with external series such as rates, inflation, energy consumption, and sector and regional data to produce a risk score.
It handles the ingestion and transformation work needed to turn those public series into predictive signal, and determines which series are relevant for the specific portfolio being scored.
Shows the factors pushing a loan’s risk up or down, what’s changed since the last look, and how it compares to similar loans in the same sector and region.
A portfolio-wide view sits above the scores, queryable in plain language.
Scores books with no performance history using a pretrained model that reads context instead of training on the portfolio’s own data.
Tested on pilot books against a model built on full history, with results that held up.
Tracks the portfolio and the market underneath it after a model goes live, flagging shifts in rates, sectors or regions as they happen rather than waiting for defaults to confirm them.
with our Technology
USE CASES
Loan-level risk, from score to portfolio view
Generates a risk grade for every loan, combining the loan file with relevant alternative data, refreshed continuously.
Shows what’s pushing each score up or down, what’s changed, and how it compares to similar loans.
Gives a single, queryable view across the book, so a portfolio manager gets answers without an analyst.
Sends an alert when rates, sectors, or regions shift risk, while there’s still time to act.
